Generated at 15:21 on Monday 02/02/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
607 |
-20,734,600 |
| 0 |
54 |
0 |
| 1 |
532 |
21,197,789 |
|
target_notional |
| target_notional |
463,189 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,645,756 |
463,189 |
3,907,773 |
41,932,390 |
877,592 |
0.063 |
0.011 |
0.093 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,473,949 |
| 0 |
0 |
| 1 |
21,119,705 |
|
alpha_notional |
| alpha_notional |
3,907,773 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,074,389 |
| 0 |
0 |
| 1 |
2,833,383 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
83 |
-1,049,320 |
3,210,195 |
227,219 |
-0.327 |
0.077 |
| CHN |
481 |
-1,075,101 |
10,852,509 |
500,662 |
-0.099 |
0.259 |
| HKG |
179 |
1,989,065 |
6,786,566 |
605,725 |
0.293 |
0.162 |
| JPN |
321 |
-367,952 |
15,558,519 |
450,552 |
-0.024 |
0.371 |
| KOR |
1 |
14,778 |
14,778 |
7,805 |
1.000 |
0.000 |
| MYS |
4 |
163,035 |
163,035 |
32,556 |
1.000 |
0.004 |
| NZL |
4 |
-166,288 |
166,288 |
35,130 |
-1.000 |
0.004 |
| PHL |
7 |
120,769 |
120,774 |
29,120 |
1.000 |
0.003 |
| SGP |
10 |
-524,931 |
538,794 |
88,332 |
-0.974 |
0.013 |
| THA |
21 |
949,350 |
986,564 |
176,611 |
0.962 |
0.024 |
| TWN |
82 |
409,784 |
3,534,368 |
258,337 |
0.116 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-2,129,757 |
| 0 |
3 |
0 |
| 1 |
28 |
1,080,437 |
| CHN |
-1 |
266 |
-5,963,805 |
| 0 |
21 |
0 |
| 1 |
194 |
4,888,704 |
| HKG |
-1 |
83 |
-2,398,750 |
| 0 |
8 |
0 |
| 1 |
88 |
4,387,815 |
| JPN |
-1 |
152 |
-7,963,235 |
| 0 |
19 |
0 |
| 1 |
150 |
7,595,284 |
| KOR |
1 |
1 |
14,778 |
| MYS |
1 |
4 |
163,035 |
| NZL |
-1 |
4 |
-166,288 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
120,772 |
| SGP |
-1 |
8 |
-531,863 |
| 0 |
1 |
0 |
| 1 |
1 |
6,932 |
| THA |
-1 |
4 |
-18,607 |
| 1 |
17 |
967,957 |
| TWN |
-1 |
37 |
-1,562,292 |
| 0 |
2 |
0 |
| 1 |
43 |
1,972,076 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-2,129,757 |
-2,129,757 |
-1,334,621 |
0.57 |
-0.051 |
-0.054 |
157,553 |
| 0 |
3 |
0 |
0 |
0 |
0.86 |
0.005 |
0.049 |
0 |
| 1 |
28 |
1,080,437 |
1,080,437 |
615,639 |
0.69 |
0.030 |
0.020 |
48,596 |
| CHN |
-1 |
266 |
-5,963,805 |
-5,963,805 |
-6,951,500 |
1.42 |
-0.094 |
-0.078 |
744,082 |
| 0 |
21 |
0 |
0 |
0 |
1.37 |
-0.106 |
-0.088 |
0 |
| 1 |
194 |
4,888,704 |
4,888,704 |
5,806,168 |
1.36 |
0.038 |
0.039 |
461,856 |
| HKG |
-1 |
83 |
-2,398,750 |
-2,398,750 |
-3,101,777 |
1.36 |
0.037 |
0.042 |
-57,797 |
| 0 |
8 |
0 |
0 |
0 |
1.51 |
0.068 |
0.076 |
0 |
| 1 |
88 |
4,387,815 |
4,387,815 |
7,266,138 |
1.63 |
0.182 |
0.186 |
936,458 |
| JPN |
-1 |
152 |
-7,963,235 |
-7,963,235 |
-5,714,467 |
0.81 |
-0.022 |
-0.011 |
256,214 |
| 0 |
19 |
0 |
0 |
0 |
1.03 |
0.055 |
0.057 |
0 |
| 1 |
150 |
7,595,284 |
7,595,284 |
5,078,881 |
0.75 |
0.108 |
0.104 |
899,076 |
| KOR |
1 |
1 |
14,778 |
14,778 |
7,351 |
0.50 |
0.098 |
0.098 |
1,443 |
| MYS |
1 |
4 |
163,035 |
163,035 |
74,511 |
0.39 |
0.098 |
0.105 |
17,451 |
| NZL |
-1 |
4 |
-166,288 |
-166,288 |
-67,502 |
0.30 |
-0.084 |
-0.093 |
16,287 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.031 |
0.031 |
-0 |
| 1 |
6 |
120,772 |
120,772 |
37,879 |
0.42 |
0.157 |
0.154 |
23,295 |
| SGP |
-1 |
8 |
-531,863 |
-531,863 |
-286,910 |
0.61 |
0.048 |
0.034 |
-19,112 |
| 0 |
1 |
0 |
0 |
0 |
0.55 |
0.056 |
0.056 |
0 |
| 1 |
1 |
6,932 |
6,932 |
2,746 |
0.40 |
0.034 |
0.034 |
235 |
| THA |
-1 |
4 |
-18,607 |
-18,607 |
-13,764 |
0.62 |
0.059 |
0.048 |
-805 |
| 1 |
17 |
967,957 |
967,957 |
380,020 |
0.42 |
0.151 |
0.146 |
154,078 |
| TWN |
-1 |
37 |
-1,562,292 |
-1,562,292 |
-1,003,408 |
0.70 |
0.015 |
0.030 |
-22,032 |
| 0 |
2 |
0 |
0 |
0 |
0.91 |
0.101 |
0.101 |
0 |
| 1 |
43 |
1,972,076 |
1,972,076 |
1,850,373 |
1.00 |
0.149 |
0.153 |
290,894 |